Risks

2013 - 2025

Current editor(s): Mr. Claude Zhang

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Volume 10, issue 12, 2022

A Quantum Algorithm for Pricing Asian Options on Valuation Trees pp. 1-14

Mark-Oliver Wolf, Roman Horsky and Jonas Koppe

The Effects of Index Futures Trading Volume on Spot Market Volatility in a Frontier Market: Evidence from Ho Chi Minh Stock Exchange pp. 1-13

Loc Dong Truong, H. Swint Friday and Anh Thi Kim Nguyen

Money as Insurance pp. 1-13

Hannu Laurila

Dynamic Assessment of Cyber Threats in the Field of Insurance pp. 1-21

Lukáš Pavlík, Martin Ficek and Jakub Rak

Working Capital Management Impact on Profitability: Pre-Pandemic and Pandemic Evidence from the European Automotive Industry pp. 1-21

Rezart Demiraj, Suzan Dsouza and Mohammad Abiad

Contrarian Profits in Thailand Sustainability Investment-Listed versus in Stock Exchange of Thailand-Listed Companies pp. 1-12

Parichat Sinlapates and Surachai Chancharat

Explainable Artificial Intelligence (XAI) in Insurance pp. 1-50

Emer Owens, Barry Sheehan, Martin Mullins, Martin Cunneen, Juliane Ressel and German Castignani

The Effect of Inventory Leanness on Firms’ Credit Ratings: The Case of Pakistan pp. 1-15

Paulo Viegas Carvalho, Sayyed Sadaqat Hussain Shah, Abrish Zaheer, Mário Nuno Mata and António Lourenço

An Empirical Analysis for the Determination of Risk Factors of Work-Related Accidents in the Maritime Transportation Sector pp. 1-15

Vicky Zampeta and Gregory Chondrokoukis

Calibrating FBSDEs Driven Models in Finance via NNs pp. 1-19

Luca Di Persio, Emanuele Lavagnoli and Marco Patacca

Gaussian Process Regression for Swaption Cube Construction under No-Arbitrage Constraints pp. 1-19

Areski Cousin, Adrien Deleplace and Adrien Misko

Spectral Expansions for Credit Risk Modelling with Occupation Times pp. 1-20

Giuseppe Campolieti, Hiromichi Kato and Roman N. Makarov

Sharp Probability Tail Estimates for Portfolio Credit Risk pp. 1-20

Jeffrey F. Collamore, Hasitha de Silva and Anand N. Vidyashankar

Supervised Machine Learning Classification for Short Straddles on the S&P500 pp. 1-25

Alexander Brunhuemer, Lukas Larcher, Philipp Seidl, Sascha Desmettre, Johannes Kofler and Gerhard Larcher

Role of the Global Volatility Indices in Predicting the Volatility Index of the Indian Economy pp. 1-18

Akhilesh Prasad and Priti Bakhshi

Forecasting Bitcoin Volatility Using Hybrid GARCH Models with Machine Learning pp. 1-18

Mamoona Zahid, Farhat Iqbal and Dimitrios Koutmos

Solutions to Manage Smart Cities’ Risks in Times of Pandemic Crisis pp. 1-18

Mariana Petrova and Iskren Tairov

In Search of Global Determinants of National Credit-to-GDP Gaps pp. 1-22

Mikhail Stolbov and Maria Shchepeleva

A Generalized Linear Mixed Model for Data Breaches and Its Application in Cyber Insurance pp. 1-23

Meng Sun and Yi Lu

Financial Technical Indicator and Algorithmic Trading Strategy Based on Machine Learning and Alternative Data pp. 1-24

Andrea Frattini, Ilaria Bianchini, Alessio Garzonio and Lorenzo Mercuri

Volume 10, issue 11, 2022

The Dynamic Connectedness between Risk and Return in the Fintech Market of India: Evidence Using the GARCH-M Approach pp. 1-16

Mukul Bhatnagar, Ercan Özen, Sanjay Taneja, Simon Grima and Ramona Rupeika-Apoga

Development of the PRISM Risk Assessment Method Based on a Multiple AHP-TOPSIS Approach pp. 1-16

Ferenc Bognár, Balázs Szentes and Petra Benedek

Bivariate Copulas Based on Counter-Monotonic Shock Method pp. 1-20

Farid El Ktaibi, Rachid Bentoumi, Nicola Sottocornola and Mhamed Mesfioui

Optimal Investment Strategy for DC Pension Schemes under Partial Information pp. 1-20

Manli Ban, Hua He and Xiaoqing Liang

Coherent Diversification Measures in Portfolio Theory: An Axiomatic Foundation pp. 1-19

Nettey Boevi Gilles Koumou and Georges Dionne

Pricing European Currency Options with High-Frequency Data pp. 1-15

Thi Le and Ariful Hoque

A Combined Neural Network Approach for the Prediction of Admission Rates Related to Respiratory Diseases pp. 1-35

Alex Jose, Angus S. Macdonald, George Tzougas and George Streftaris

Modeling Under-Reporting in Cyber Incidents pp. 1-14

Seema Sangari, Eric Dallal and Michael Whitman

The Effect of CSR Policy on Earnings Management Behavior: Evidence from Visegrad Publicly Listed Enterprises pp. 1-14

Marek Nagy, Katarina Valaskova and Pavol Durana

Scenario Generation for Market Risk Models Using Generative Neural Networks pp. 1-28

Solveig Flaig and Gero Junike

Is Profit–Loss-Sharing Financing Matter for Islamic Bank’s Profitability? The Indonesian Case pp. 1-12

Sutrisno Sutrisno and Agus Widarjono

Financial Risk and Profitability Management in Russian Insurance Companies in the Context of Digitalization pp. 1-12

Sergey Viktorovich Ilkevich, Ekaterina Yevgenievna Listopad, Natalya Vladimirovna Malinovskaya, Polina Petrovna Rostovtseva, Nataliya Nikolaevna Drobysheva and Andrei Viktorovich Borisov

Trading Binary Options Using Expected Profit and Loss Metrics pp. 1-21

Johannes Hendrik Venter and Pieter Juriaan De Jongh

Classifying Insurance Reserve Period via Claim Frequency Domain Using Hawkes Process pp. 1-21

Adhitya Ronnie Effendie, Kariyam, Aisya Nugrafitra Murti, Marfelix Fernaldy Angsari and Gunardi

Construction of an SDE Model from Intraday Copper Futures Prices pp. 1-21

Loretta Mastroeni and Pierluigi Vellucci

Macroeconomic Components of the Risks to Fiscal Sustainability in Hungary pp. 1-13

Istvan Abel and Ádám Kóbor

The Quality of Reserve Risk Calculation Models under Solvency II and IFRS 17 pp. 1-13

N. Miklós Arató and László Martinek

Related Party Transactions and Firm Value in Indonesia: Opportunistic vs. Efficient Transactions pp. 1-11

Trisninik Ratih Wulandari, Doddy Setiawan and Ari Kuncara Widagdo

Forecasting Mortality Rates with a Two-Step LASSO Based Vector Autoregressive Model pp. 1-23

Thilini Dulanjali Kularatne, Jackie Li and Yanlin Shi

Dynamic Connectedness between Indicators of the Ghana Stock Exchange Returns and Macroeconomic Fundamentals pp. 1-31

Anthony Adu-Asare Idun, Emmanuel Asafo-Adjei, Anokye Mohammed Adam and Zangina Isshaq

Corporate Social Responsibility in Terms of Sustainable Development: Financial Risk Management Implications pp. 1-24

Denis E. Matytsin, Yelena S. Petrenko and Nadezhda K. Saveleva

An Overview of Security Breach Probability Models pp. 1-29

Alessandro Mazzoccoli and Maurizio Naldi

Volume 10, issue 10, 2022

Which Curve Fits Best: Fitting ROC Curve Models to Empirical Credit-Scoring Data pp. 1-17

Błażej Kochański

Thematic Analysis of Financial Technology (Fintech) Influence on the Banking Industry pp. 1-17

Parminder Varma, Shivinder Nijjer, Kiran Sood, Simon Grima and Ramona Rupeika-Apoga

Pricing and Hedging Bond Power Exchange Options in a Stochastic String Term-Structure Model pp. 1-17

Lloyd P. Blenman, Alberto Bueno-Guerrero and Steven P. Clark

The COVID-19 Impact on Supply Chains, Focusing on the Automotive Segment during the Second and Third Wave of the Pandemic pp. 1-17

Beáta Sz. G. Pató, Márk Herczeg and Ágnes Csiszárik-Kocsir

A Bibliometric Analysis of Research on Stochastic Mortality Modelling and Forecasting pp. 1-17

Norkhairunnisa Redzwan and Rozita Ramli

Inhomogeneous Financial Markets in a Low Interest Rate Environment—A Cluster Analysis of Eurozone Economies pp. 1-22

Tibor Tatay, Zsanett Orlovits and Zsuzsanna Novák

Accounting Quality and Audit Attributes on the Stock Price Crashes in an Emerging Market pp. 1-24

Mahdi Salehi, Grzegorz Zimon, Hayder Adnan Hashim, Ryszard Jędrzejczak and Adam Sadowski

Corporate Loan Recovery Rates under Downturn Conditions in a Developing Economy: Evidence from Zimbabwe pp. 1-24

Frank Ranganai Matenda, Mabutho Sibanda, Eriyoti Chikodza and Victor Gumbo

Corporate Governance, Firm Performance and Financial Leverage across Developed and Emerging Economies pp. 1-20

Ploypailin Kijkasiwat, Anwar Hussain and Amna Mumtaz

Factors Driving Duration to Cross-Selling in Non-Life Insurance: New Empirical Evidence from Switzerland pp. 1-20

Yves Staudt and Joël Wagner

Effect of Stop-Loss Reinsurance on Primary Insurer Solvency pp. 1-15

Corina Constantinescu, Alexandra Dias, Bo Li, David Šiška and Simon Wang

Modeling Momentum and Reversals pp. 1-10

Harvey J. Stein and Jacob Pozharny

Modeling the Economic Cost of Obesity Risk and Its Relation to the Health Insurance Premium in the United States: A State Level Analysis pp. 1-28

Thomas Woods and Tatjana Miljkovic

Spatial-Temporal Evolution and Risk Assessment of Land Finance: Evidence from China pp. 1-27

Zhou De, Ruilin Tian, Zhulu Lin, Liming Liu, Junfeng Wang and Shijia Feng

Exploring Industry-Level Fairness of Auto Insurance Premiums by Statistical Modeling of Automobile Rate and Classification Data pp. 1-21

Shengkun Xie, Rebecca Luo and Yuanshun Li

Volume 10, issue 9, 2022

The Effect of Corporate Governance Structure on Fraud and Money Laundering pp. 1-25

Maryam Mousavi, Grzegorz Zimon, Mahdi Salehi and Nina Stępnicka

Machine Learning Models and Data-Balancing Techniques for Credit Scoring: What Is the Best Combination? pp. 1-22

Ahmed Almustfa Hussin Adam Khatir and Marco Bee

Bonus-Malus Premiums Based on Claim Frequency and the Size of Claims pp. 1-22

Adisak Moumeesri and Tippatai Pongsart

A Framework for Risk Management in Small Medium Enterprises in Developing Countries pp. 1-18

Zodwa Z. F. Mthiyane, Huibrecht M. van der Poll and Makgopa F. Tshehla

The Mechanism of Budget Management as an Element of Risk Control in Regulatory Authorities pp. 1-18

Elena A. Fedchenko, Lyubov V. Gusarova, Margarita L. Vasyunina, Alexander S. Lozhechko and Anastasia A. Lysenko

Heat Equation as a Tool for Outliers Mitigation in Run-Off Triangles for Valuing the Technical Provisions in Non-Life Insurance Business pp. 1-17

Jan Barlak, Matus Bakon, Martin Rovnak and Martina Mokrisova

Model of the Factors Affecting the Eco-Innovation Activity of Bulgarian Industrial Enterprises pp. 1-23

Valentina Nikolova-Alexieva, Iordanka Alexieva, Katina Valeva and Mariana Petrova

Readability of Financial Footnotes, Audit Fees, and Risk Management Committee pp. 1-21

Aditya Aji Prabhawa and Iman Harymawan

Macroeconomics of Systemic Risk: Transmission Channels and Technical Integration pp. 1-27

Mohamad Rizan, Muhammad Zulkifli Salim, Saparuddin Mukhtar and Kevin Daly

FinTech Development and Regulatory Scrutiny: A Contradiction? The Case of Latvia pp. 1-13

Ramona Rupeika-Apoga and Stefan Wendt

Modelling USA Age-Cohort Mortality: A Comparison of Multi-Factor Affine Mortality Models pp. 1-28

Zhiping Huang, Michael Sherris, Andrés M. Villegas and Jonathan Ziveyi

The Risk Management System as an Enhancement Factor for Investment Attractiveness of Russian Enterprises pp. 1-12

Anzhela Sergeevna Voskovskaya, Tatiana Anatolievna Karpova, Tatiana Anatolievna Tantsura, Anna Yurievna Shirokih, Olga Yevgenievna Lebedeva and Kostyantyn Anatol’evich Lebedev

Does the Adaptive Market Hypothesis Reconcile the Behavioral Finance and the Efficient Market Hypothesis? pp. 1-14

Umara Noreen, Attayah Shafique, Usman Ayub and Syed Kashif Saeed

A Conceptual Framework to Analyse Illicit Financial Flows (IFFs) pp. 1-20

Ndiimafhi Norah Netshisaulu, Huibrecht Margaretha Van der Poll and John Andrew Van der Poll

Multi-Variate Risk Measures under Wasserstein Barycenter pp. 1-15

M. Andrea Arias-Serna, Jean Michel Loubes and Francisco J. Caro-Lopera

Pricing Options with Vanishing Stochastic Volatility pp. 1-16

Loretta Mastroeni

Development of Risk Management Mechanism and the System of Risk Metrics to Evaluate and Enhance the Long-Term Orientation of the Strategies of Non-Financial Companies pp. 1-16

Sergei Grishunin, Svetlana Suloeva and Ekaterina Burova

Volume 10, issue 8, 2022

An Efficient Method for Pricing Analysis Based on Neural Networks pp. 1-14

Yaser Ahmad Arabyat, Ahmad Ali AlZubi, Dyala M. Aldebei and Samerra’a Ziad Al-oqaily

Factors of Risk Analysis for IoT Systems pp. 1-21

Roberto Andrade, Iván Ortiz-Garcés, Xavier Tintin and Gabriel Llumiquinga

Accounting Beta as an Indicator of Risk Measurement: The Case of the Casablanca Stock Exchange pp. 1-13

Anouar Faiteh and Mohammed Rachid Aasri

Predicting Co-Movement of Banking Stocks Using Orthogonal GARCH pp. 1-13

Apriani Dorkas Rambu Atahau, Robiyanto Robiyanto and Andrian Dolfriandra Huruta

Investor Segments by Perceived Project Risk and Their Characteristics Based on Primary Research Results pp. 1-13

Mónika Garai-Fodor, Tibor Pál Szemere and Ágnes Csiszárik-Kocsir

Probability Density of Lognormal Fractional SABR Model pp. 1-27

Jiro Akahori, Xiaoming Song and Tai-Ho Wang

Optimal Liquidation, Acquisition and Market Making Problems in HFT under Hawkes Models for LOB pp. 1-32

Ana Roldan Contreras and Anatoliy Swishchuk

Equivalent Risk Indicators: VaR, TCE, and Beyond pp. 1-19

Silvia Faroni, Olivier Le Courtois and Krzysztof Ostaszewski

Impact of Capital Structure on Profitability: Panel Data Evidence of the Telecom Industry in the United States pp. 1-19

Houshang Habibniya, Suzan Dsouza, Mustafa Raza Rabbani, Nishad Nawaz and Rezart Demiraj

Chain Reaction of Behavioral Bias and Risky Investment Decision in Indonesian Nascent Investors pp. 1-15

Rika Dwi Ayu Parmitasari, Alim Syariati and Sumarlin

Multiple Bonus–Malus Scale Models for Insureds of Different Sizes pp. 1-16

Jean-Philippe Boucher

How Do Life Insurers Respond to a Prolonged Low Interest Rate Environment? A Literature Review pp. 1-16

Wilaiporn Suwanmalai and Simon Zaby

Risks of Entrepreneurship amid the COVID-19 Crisis pp. 1-26

Tatiana N. Litvinova

Information Security Risk Assessment Using Situational Awareness Frameworks and Application Tools pp. 1-26

Nungky Awang Chandra, Kalamullah Ramli, Anak Agung Putri Ratna and Teddy Surya Gunawan

Understanding of Macro Factors That Affect Yield of Government Bonds pp. 1-10

Ekaterina Koroleva and Maxim Kopeykin

Robust Classification via Support Vector Machines pp. 1-25

Alexandru V. Asimit, Ioannis Kyriakou, Simone Santoni, Salvatore Scognamiglio and Rui Zhu

A New Mortality Framework to Identify Trends and Structural Changes in Mortality Improvement and Its Application in Forecasting pp. 1-38

Wanying Fu, Barry R. Smith, Patrick Brewer and Sean Droms

Time Restrictions on Life Annuity Benefits: Portfolio Risk Profiles pp. 1-18

Annamaria Olivieri and Ermanno Pitacco

The Effect of Option Grants on Managerial Risk Taking: A Review pp. 1-8

Guoyu Lin, Chenyong Liu, Jehu Mette and Rohan Crichton

A Comparison of Macaulay Approximations pp. 1-8

Stefanos C. Orfanos

The Credit Risk Problem—A Developing Country Case Study pp. 1-11

Doris Fejza, Dritan Nace and Orjada Kulla

Pricing Energy Derivatives in Markets Driven by Tempered Stable and CGMY Processes of Ornstein–Uhlenbeck Type pp. 1-23

Piergiacomo Sabino

The Determinant of Sukuk Rating: Agency Theory and Asymmetry Theory Perspectives pp. 1-23

Bedjo Santoso, Widodo Widodo, Muhammad Taufiq Akbar, Khaliq Ahmad and Rahmat Heru Setianto

Bivariate Copula Trees for Gross Loss Aggregation with Positively Dependent Risks pp. 1-24

Rafał Wójcik and Charlie Wusuo Liu

A New Fourier Approach under the Lee-Carter Model for Incorporating Time-Varying Age Patterns of Structural Changes pp. 1-24

Sixian Tang, Jackie Li and Leonie Tickle

Volume 10, issue 7, 2022

The Impact of Financial Culture on the Operation of Hungarian SMEs before and during COVID-19 pp. 1-18

Robert Toth, Richard Kasa and Csaba Lentner

Financing Cooperative Supply Chain Members—The Bank’s Perspective pp. 1-17

Peter Juhasz and Nóra Felföldi-Szűcs

Reverse Sensitivity Analysis for Risk Modelling pp. 1-23

Silvana M. Pesenti

Unsupervised Insurance Fraud Prediction Based on Anomaly Detector Ensembles pp. 1-20

Alexander Vosseler

Rare Earth Market, Electric Vehicles and Future Mobility Index: A Time-Frequency Analysis with Portfolio Implications pp. 1-20

Inzamam Ul Haq, Paulo Ferreira, Apichit Maneengam and Worakamol Wisetsri

Marriage and Individual Equity Release Contracts with Dread Disease Insurance as a Tool for Managing the Pensioners’ Budget pp. 1-15

Agnieszka Marciniuk and Beata Zmyślona

The Liquidity Premium in China’s Corporate Bond Market: A Stochastic Liquidity Discount Approach pp. 1-16

Xiaoping Min and Min Ji

Extensions on the Hatzopoulos–Sagianou Multiple-Components Stochastic Mortality Model pp. 1-30

Aliki Sagianou and Peter Hatzopoulos

The Copula Derived from the SAHARA Utility Function pp. 1-10

Jaap Spreeuw

Reactions of Bitcoin and Gold to Categorical Financial Stress: New Evidence from Quantile Estimation pp. 1-10

Mohammad Enamul Hoque and Soo-Wah Low

On the Macroeconomic Conditions of West African Economies to External Uncertainty Shocks pp. 1-27

Siaw Frimpong

An Unhedgeable Black–Scholes–Merton Implicit Option? pp. 1-12

Alfredo Pereira and M. Sean Tarter

Volume 10, issue 6, 2022

Using Econometric Models to Manage the Price Risk of Cocoa Beans: A Case from India pp. 1-18

Kepulaje Abhaya Kumar, Cristi Spulbar, Prakash Pinto, Iqbal Thonse Hawaldar, Ramona Birau and Jyeshtaraja Joisa

Optimal Dividends for a Two-Dimensional Risk Model with Simultaneous Ruin of Both Branches pp. 1-23

Philipp Lukas Strietzel and Henriette Elisabeth Heinrich

A New Class of Counting Distributions Embedded in the Lee–Carter Model for Mortality Projections: A Bayesian Approach pp. 1-17

Yaser Awad, Shaul K. Bar-Lev and Udi Makov

Nightly Automobile Claims Prediction from Telematics-Derived Features: A Multilevel Approach pp. 1-17

Allen R. Williams, Yoolim Jin, Anthony Duer, Tuka Alhani and Mohammad Ghassemi

Analyzing How the Social Security Reserve Fund in Spain Affects the Sustainability of the Pension System pp. 1-17

Emilio Gómez-Déniz, Jorge V. Pérez-Rodríguez and Simon Sosvilla-Rivero

Estimating Copula-Based Extension of Tail Value-at-Risk and Its Application in Insurance Claim pp. 1-26

Khreshna Syuhada, Oki Neswan and Bony Parulian Josaphat

Meta-Learning Approaches for Recovery Rate Prediction pp. 1-29

Paolo Gambetti, Francesco Roccazzella and Frédéric Vrins

A Managed Volatility Investment Strategy for Pooled Annuity Products pp. 1-30

Shuanglan Li, Héloïse Labit Hardy, Michael Sherris and Andrés M. Villegas

Optimization in Item Delivery as Risk Management: Multinomial Case Using the New Method of Statistical Inference for Online Decision pp. 1-20

Sapto Wahyu Indratno, Kurnia Novita Sari and Mokhammad Ridwan Yudhanegara

Volatility Spillover Effects in the Moroccan Interbank Sector before and during the COVID-19 Crisis pp. 1-20

Mohamed Beraich and Salah Eddin El Main

Commodity Prices after COVID-19: Persistence and Time Trends pp. 1-20

Manuel Monge and Ana Lazcano

Expectations of Macroeconomic News Announcements: Bitcoin vs. Traditional Assets pp. 1-15

Ivan Mužić and Ivan Gržeta

Assessment of the Impact of Commercial Banks’ Operating Activities on the Natural Environment by Use of Cluster Analysis pp. 1-19

Zbigniew Korzeb, Paweł Niedziółka and Monika Zegadło

Diffusion Approximations of the Ruin Probability for the Insurer–Reinsurer Model Driven by a Renewal Process pp. 1-16

Krzysztof Burnecki, Marek Teuerle and Aleksandra Wilkowska

Did the Islamic Stock Index Provide Shelter for Investors during the COVID-19 Crisis? Evidence from an Emerging Stock Market pp. 1-14

Kashif Ali, Muhammad Ashfaque, Adil Saleem, Judit Bárczi and Judit Sági

The Interplay of Leverage, Financing Constraints and Real Earnings Management: A Panel Data Approach pp. 1-21

Ammar Hussain, Minhas Akbar, Muhmmad Kaleem Khan, Marcela Sokolová and Ahsan Akbar

Air Pollution and Mortality Impacts pp. 1-21

Zhe Michelle Dong, Han Lin Shang and Aaron Bruhn

The Concept of Corporate Social Responsibility Based on Integrating the SDGs into Corporate Strategies: International Experience and the Risks for Profit pp. 1-27

Aleksei V. Bogoviz, Svetlana V. Lobova and Alexander N. Alekseev

Determinants of Behavioral Intentions to Use Islamic Financial Technology: An Empirical Assessment pp. 1-13

Mohammad Shahfaraz Khan, Mustafa Raza Rabbani, Iqbal Thonse Hawaldar and Abu Bashar

Special Issue “Cyber Risk and Security” pp. 1-4

Michel Dacorogna and Marie Kratz

Flared Gas Can Reduce Some Risks in Crypto Mining as Well as Oil and Gas Operations pp. 1-12

Jennifer Vazquez and Donald Larry Crumbley

Volume 10, issue 5, 2022

Corporate Social Responsibility as an Alternative Approach to Financial Risk Management: Advantages for Sustainable Development pp. 1-18

Veronika V. Yankovskaya, Timur A. Mustafin, Dmitry A. Endovitsky and Artem V. Krivosheev

A Systematic Literature Review of Volatility and Risk Management on Cryptocurrency Investment: A Methodological Point of View pp. 1-18

José Almeida and Tiago Gonçalves

A Proposed Methodology for Literature Review on Operational Risk Management in Banks pp. 1-18

Ajjima Jiravichai and Ruth Banomyong

Using School Systems as a Hub for Risk and Disaster Management: A Case Study of Greece pp. 1-18

Stavros Kalogiannidis, Ermelinda Toska, Fotios Chatzitheodoridis and Dimitrios Kalfas

Security Threats in Intelligent Transportation Systems and Their Risk Levels pp. 1-18

Besma Zeddini, Mohamed Maachaoui and Youssef Inedjaren

Assessing the Market Risk on the Government Debt of Kazakhstan and Bulgaria in Conditions of Turbulence pp. 1-18

Olga Em, Georgi Georgiev, Sergey Radukanov and Mariana Petrova

Risk Assessment of Polish Joint Stock Companies: Prediction of Penalties or Compensation Payments pp. 1-22

Aleksandra Szymura

Is the Financial Report Quality Important in the Default Prediction? SME Portuguese Construction Sector Evidence pp. 1-24

Magali Costa, Inês Lisboa and Ana Gameiro

Portfolio Optimization for Extreme Risks with Maximum Diversification: An Empirical Analysis pp. 1-26

Navya Jayesh Mehta and Fan Yang

Systemic Risk Management of Investments in Innovation Based on CSR pp. 1-26

Vladimir V. Lebedev, Nelia A. Deberdeeva, Natalya A. Farkova and Larisa S. Korobeinikova

Monitoring the Modern Experience of Financial Risk Management in Russia Based on Corporate Social Responsibility for Sustainable Development pp. 1-16

Nikolai I. Berzon, Maksim M. Novikov, Elena L. Pozharskaya and Yulia I. Bakhturina

Trust in and Risk of Technology in Organizational Digitalization pp. 1-19

Andrea Bencsik, Dávid Máté Hargitai and Anastasia Kulachinskaya

What We Know about Research on Life Insurance Lapse: A Bibliometric Analysis pp. 1-19

Siti Nurasyikin Shamsuddin, Noriszura Ismail and Nur Firyal Roslan

The Impact of Corporate Social Responsibility and Innovative Strategies on Financial Performance pp. 1-20

Joana Costa and José Pedro Fonseca

Financial Planning for Retirement: The Mediating Role of Culture pp. 1-20

Ahmad Ghadwan, Wan Marhaini Wan Ahmad and Mohamed Hisham Hanifa

Forming a Risk Management System Based on the Process Approach in the Conditions of Economic Transformation pp. 1-15

Elena Sidorova, Yuri Kostyukhin, Lyudmila Korshunova, Svetlana Ulyanova, Alexey Shinkevich, Irina Ershova and Alena Dyrdonova

Pricing Longevity Bonds under a Credibility Framework with Limited Available Data pp. 1-15

Apostolos Bozikas, Ioannis Badounas and Georgios Pitselis

Temporal Clustering of the Causes of Death for Mortality Modelling pp. 1-34

Nicholas Bett, Juma Kasozi and Daniel Ruturwa

The Risk of the COVID-19 Pandemic and Its Influence on the Business Insurance Market in the Medium- and Long-Term Horizon pp. 1-13

Jarosław Wenancjusz Przybytniowski, Stanisław Borkowski, Andrzej Pawlik and Petro Garasyim

EM Estimation for the Bivariate Mixed Exponential Regression Model pp. 1-13

Zezhun Chen, Angelos Dassios and George Tzougas

BRICS Capital Markets Co-Movement Analysis and Forecasting pp. 1-13

Moinak Maiti, Darko Vuković, Yaroslav Vyklyuk and Zoran Grubisic

Exchange Rate Crisis among Inflation Targeting Countries in Sub-Saharan Africa pp. 1-13

Senanu Kwasi Klutse, Judit Sági and Gábor Dávid Kiss

Volume 10, issue 4, 2022

Determinants of Life Insurance Demand: Empirical Evidence from BRICS Countries pp. 1-14

Mmakgabo Pinkie Segodi and Athenia Sibindi

The Impact of Health Impairment on Optimal Annuitization for Retirees pp. 1-21

Nurin Haniah Asmuni, Ken Seng Tan and Sachi Purcal

A Bridge Life Insurance for Households—Diagnosis and Motives pp. 1-21

Anna Jędrzychowska

Unit-Linked Tontine: Utility-Based Design, Pricing and Performance pp. 1-27

An Chen, Thai Nguyen and Thorsten Sehner

Increasing Importance of Risk Management in the Context of Solid Waste Sphere Reforming in Russian Regions pp. 1-13

Viktoria Degtereva, Maria Liubarskaia, Viktoria Merkusheva and Alexey Artemiev

Special Issue “Quantitative Risk Assessment in Life, Health and Pension Insurance” pp. 1-2

Anna Rita Bacinello

Algoritmic Trading System Based on State Model for Moving Average in a Binary-Temporal Representation pp. 1-15

Michał Dominik Stasiak

Creative Accounting Determinants and Financial Reporting Quality: Systematic Literature Review pp. 1-25

Ibtihal A. Abed, Nazimah Hussin, Mostafa A. Ali, Hossam Haddad, Maha Shehadeh and Elina F. Hasan

Machine Learning in Ratemaking, an Application in Commercial Auto Insurance pp. 1-25

Spencer Matthews and Brian Hartman

Leverage, Growth Opportunities, and Credit Risk: Evidence from Italian Innovative SMEs pp. 1-10

Alberto Manelli, Roberta Pace and Maria Leone

Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data pp. 1-10

Jennifer S. K. Chan, S. T. Boris Choy, Udi Makov, Ariel Shamir and Vered Shapovalov

The Moderating Impact of the Audit Committee on Creative Accounting Determination and Financial Reporting Quality in Iraqi Commercial Banks pp. 1-22

Ibtihal A. Abed, Nazimah Hussin, Hossam Haddad, Nidal Mahmoud Al-Ramahi and Mostafa A. Ali

Empirical Examination of Credit Risk Determinant of Commercial Banks in Jordan pp. 1-11

Mohammad Motasem ALrfai, Danilah Binti Salleh and Waeibrorheem Waemustafa

The Effect of Business Legal Form on the Perception of COVID-19-Related Disruptions by Households Running a Business pp. 1-17

Anna Doś, Monika Wieczorek-Kosmala and Joanna Błach

Cryptocurrency as an Investment: The Malaysian Context pp. 1-17

Shangeetha Sukumaran, Thai Siew Bee and Shaista Wasiuzzaman

Approaching European Supervisory Risk Assessment with SupTech: A Proposal of an Early Warning System pp. 1-23

Pedro Guerra, Mauro Castelli and Nadine Côrte-Real

A Review on Machine Learning for Asset Management pp. 1-46

Pedro M. Mirete-Ferrer, Alberto Garcia-Garcia, Juan Samuel Baixauli-Soler and Maria Prats

Sovereign Credit Ratings Analysis Using the Logistic Regression Model pp. 1-24

Oliver Takawira and John Weirstrass Muteba Mwamba

Volume 10, issue 3, 2022

The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period pp. 1-13

Alessandra Ortolano and Eugenia Nissi

The Role of Financial Situation in the Relationship between Environmental Initiatives and Competitive Priorities of Production Companies in Poland pp. 1-13

Barbara Fura

Determining Financial Uncertainty through the Dynamics of Sukuk Bonds and Prices in Emerging Market Indices pp. 1-13

Muhammad Safdar Sial, Jacob Cherian, Abdelrhman Meero, Asma Salman, Abdul Aziz Abdul Rahman, Sarminah Samad and Constantin Viorel Negrut

The Application of the Soft Modeling Method to Evaluate Changes in Customer Behavior towards e-Commerce in the Time of the Global COVID-19 Pandemic pp. 1-13

Anna Dewalska-Opitek, Katarzyna Bilińska and Marek Cierpiał-Wolan

Financial Liquidity and Debt Recovery Efficiency Forecasting in a Small Industrial Enterprise pp. 1-13

Jerzy Witold Wiśniewski

The Seven-League Scheme: Deep Learning for Large Time Step Monte Carlo Simulations of Stochastic Differential Equations pp. 1-27

Shuaiqiang Liu, Lech Grzelak and Cornelis Oosterlee

An Overview on the Landscape of R Packages for Open Source Scorecard Modelling pp. 1-33

Gero Szepannek

Establishing Intergenerational Relationships in Unlikely Collaborative Educational Contexts pp. 1-14

Pedro Moreno Abellán, Silvia Martínez de Miguel López and Juan Antonio Salmerón Aroca

The COVID-19 Pandemic and Overconfidence Bias: The Case of Cyclical and Defensive Sectors pp. 1-15

Md Qamar Azam, Nazia Iqbal Hashmi, Iqbal Thonse Hawaldar, Md Shabbir Alam and Mirza Allim Baig

Proposal to Extend Access to Loans for Serious Illnesses Using Open Data pp. 1-20

Frédéric Planchet, Édouard Debonneuil and Marie Péju

Program-Targeted Approach to Managing Financial Risks of Sustainable Development Based on Corporate Social Responsibility in the Decade of Action pp. 1-20

Liudmila I. Khoruzhy, Valery I. Khoruzhy, Bogdan S. Vasyakin and Wenhao Shen

Parametric Insurance—A Possible and Necessary Solution to Insure the Earthquake Risk of Romania pp. 1-16

Nicoleta Radu and Felicia Alexandru

Equalization Reserves for Reinsurance and Non-Life Undertakings in Switzerland pp. 1-41

Anja Breuer and Yves Staudt

Special Issue “Computational Finance and Risk Analysis in Insurance” pp. 1-2

Ralf Korn

Special Issue “Risks: Feature Papers 2021” pp. 1-2

Mogens Steffensen

The Risky-Opportunity Analysis Method (ROAM) to Support Risk-Based Decisions in a Case-Study of Critical Infrastructure Digitization pp. 1-22

Ali Aghazadeh Ardebili, Elio Padoano, Antonella Longo and Antonio Ficarella

Special-Rate Life Annuities: Analysis of Portfolio Risk Profiles pp. 1-22

Ermanno Pitacco and Daniela Y. Tabakova

Gender Diversity in the Boardroom and Corporate Cash Holdings: The Moderating Effect of Investor Protection pp. 1-18

Wan Adibah Wan Ismail, Khairul Anuar Kamarudin, Namrata Gupta and Iman Harymawan

The Elasticity of a Random Variable as a Tool for Measuring and Assessing Risks pp. 1-38

Ernesto-Jesús Veres-Ferrer and Jose M. Pavía

Does Cryptocurrency Hurt African Firms? pp. 1-17

Mina Sami Ayad and Wael Abdallah

Financial Performance and Working Capital Management Practices in the Retail Sector: Empirical Evidence from South Africa pp. 1-17

Garikai Mandipa and Athenia Sibindi

How Do Financial Distress Risk and Related Party Transactions Affect Financial Reporting Quality? Empirical Evidence from Iran pp. 1-23

Hossein Tarighi, Zeynab Nourbakhsh Hosseiny, Mohammad Reza Abbaszadeh, Grzegorz Zimon and Darya Haghighat

Approximation of Zero-Inflated Poisson Credibility Premium via Variational Bayes Approach pp. 1-11

Minwoo Kim, Himchan Jeong and Dipak Dey

The Effect of COVID-19 on the Relationship between Idiosyncratic Volatility and Expected Stock Returns pp. 1-11

Seyed Reza Tabatabaei Poudeh, Sungchul Choi and Chengbo Fu

Volume 10, issue 2, 2022

Consumer Bankruptcy Prediction Using Balanced and Imbalanced Data pp. 1-13

Magdalena Brygała

Financial Risk Management Based on Corporate Social Responsibility in the Interests of Sustainable Development pp. 1-13

Sergei G. Vagin, Elena I. Kostyukova, Natalia E. Spiridonova and Tatiana M. Vorozheykina

Acknowledgment to Reviewers of Risks in 2021 pp. 1-7

Risks Editorial Office

On the Diversification of Fixed Income Assets pp. 1-21

Olivier Le Courtois

Assessing the Impact of the COVID-19 Shock on a Stochastic Multi-Population Mortality Model pp. 1-33

Jens Robben, Katrien Antonio and Sander Devriendt

Ecologically Responsible Entrepreneurship and Its Contribution to the Green Economy’s Sustainable Development: Financial Risk Management Prospects pp. 1-19

Vladimir Osipov, Yuriy A. Krupnov, Galina N. Semenova and Maria V. Tkacheva

Gendered Poverty Perceptions: How Do Retired Women Fare? pp. 1-15

Bomikazi Zeka

Risk Management Committee and Textual Risk Disclosure pp. 1-15

Eka Sari Ayuningtyas and Iman Harymawan

Dynamics in Complex Systems Amidst Crisis 2008+: Financial Regulatory and Supervisory Reflections pp. 1-15

Piotr Łasak and Sławomir Wyciślak

The Risks of Smart Cities and the Perspectives of Their Management Based on Corporate Social Responsibility in the Interests of Sustainable Development pp. 1-15

Irina A. Morozova and Stanislav S. Yatsechko

Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries pp. 1-15

Mohamed Albaity, Ray Saadaoui Mallek and Hasan Mustafa

The Impact of Robotification on the Financial Situation of Microenterprises: Evidence from the Financial Services Sector in Poland pp. 1-20

Maciej Cieślukowski, Przemysław Garsztka and Beata Zyznarska-Dworczak

The Wavelet Analysis: The Case of Non-Performing Loans in China pp. 1-16

Elisa Di Febo and Eliana Angelini

A Novel Implementation of Siamese Type Neural Networks in Predicting Rare Fluctuations in Financial Time Series pp. 1-16

Treena Basu, Olaf Menzer, Joshua Ward and Indranil SenGupta

Disruption of Life Insurance Profitability in the Aftermath of the COVID-19 Pandemic pp. 1-16

Maria Carannante, Valeria D’Amato, Paola Fersini, Salvatore Forte and Giuseppe Melisi

Modeling the Yield Curve of BRICS Countries: Parametric vs. Machine Learning Techniques pp. 1-18

Oleksandr Castello and Marina Resta

Text Mining for U.S. Pension De-Risking Analysis pp. 1-18

Limin Zhang, Ruilin Tian and Jun Chen

Socially-Oriented Approach to Financial Risk Management as the Basis of Support for the SDGs in Entrepreneurship pp. 1-18

Anna N. Zhilkina, Marina V. Karp, Anna V. Bodiako, Samal M. Smagulova, Tatiana M. Rogulenko and Svetlana V. Ponomareva

From the Great Recession to the COVID-19 Pandemic: The Risk of Expansionary Monetary Policies pp. 1-17

Miguel Ángel Echarte Fernández, Sergio Náñez Alonso, Ricardo Reier Forradellas and Javier Jorge-Vázquez

ICT Adoption and Stock Market Development: Empirical Evidence Using a Panel of African Countries pp. 1-17

Jerry Ikechukwu Igwilo and Athenia Sibindi

Financial Innovation of Mass Destruction—The Story of a Countrywide FX Options Debacle pp. 1-17

Anna Sławik and Joanna Bohatkiewicz-Czaicka

The Interaction of the EEU Member States and Risks of Their Mutual Trade during the COVID-19 Pandemic: Implications for the Management of Corporate Social Responsibility pp. 1-23

Kuanysh Yelikbayev and Inna Andronova

Volume 10, issue 1, 2022

Measurement of Systemic Risk in the Colombian Banking Sector pp. 1-27

Orlando Rivera-Escobar, John Willmer Escobar and Diego Fernando Manotas

Interpolation of Quantile Regression to Estimate Driver’s Risk of Traffic Accident Based on Excess Speed pp. 1-13

Albert Pitarque and Montserrat Guillen

Non-Performing Loans and Macroeconomics Factors: The Italian Case pp. 1-13

Matteo Foglia

Parents’ Expectations about Educational Institutions during the Pandemic: Results of Nationwide Questionnaire Research in Poland pp. 1-13

Agnieszka Szczudlińska-Kanoś, Małgorzata Marzec and Bożena Freund

Risk Self-Selection and the Concept of Equilibrium in a Competitive Insurance Market pp. 1-13

Łukasz Kuryłowicz and Adam Śliwiński

Lévy Interest Rate Models with a Long Memory pp. 1-28

Donatien Hainaut

Optimal Asset Allocation Subject to Withdrawal Risk and Solvency Constraints pp. 1-28

Areski Cousin, Ying Jiao, Christian Yann Robert and Olivier Zerbib

Stock Indices Breakdown during the Pandemic as the Most Dynamic Bear Market in History: Consequences for Individual Investors pp. 1-12

Piotr Dąbrowski

AHP–TOPSIS Methodology for Stock Portfolio Investments pp. 1-20

Jaime Alberto Vásquez, John Willmer Escobar and Diego Fernando Manotas

Comparison of National Innovation Systems in the European Union Countries pp. 1-20

Edyta Dworak, Maria Magdalena Grzelak and Elżbieta Roszko-Wójtowicz

An Approach for Variable Selection and Prediction Model for Estimating the Risk-Based Capital (RBC) Based on Machine Learning Algorithms pp. 1-20

Jaewon Park and Minsoo Shin

An Analysis of the Financial Liquidity Management Strategy in Construction Companies Operating in the Podkarpackie Province pp. 1-15

Grzegorz Zimon, Joanna Nakonieczny, Katarzyna Chudy-Laskowska, Magdalena Wójcik-Jurkiewicz and Konrad Kochański

Financial Risk Management for Sustainable Agricultural Development Based on Corporate Social Responsibility in the Interests of Food Security pp. 1-15

Andrey A. Polukhin and Veronika I. Panarina

The Case Experience of Integrating the SDGs into Corporate Strategies for Financial Risk Management Based on Social Responsibility (with the Example of Russian TNCs) pp. 1-19

Alexey S. Kharlanov, Yuliya V. Bazhdanova, Teimuraz A. Kemkhashvili and Natalia G. Sapozhnikova

New Definition of Default—Recalibration of Credit Risk Models Using Bayesian Approach pp. 1-16

Aneta Ptak-Chmielewska and Paweł Kopciuszewski

Volatility Modeling and Dependence Structure of ESG and Conventional Investments pp. 1-25

Joanna Górka and Katarzyna Kuziak

Explaining Aggregated Recovery Rates pp. 1-30

Stephan Höcht, Aleksey Min, Jakub Wieczorek and Rudi Zagst

Towards Sustainable Retirement Planning of Wageworkers in Thailand: A Qualitative Approach in Behavioral Segmentation and Financial Pain Point Identification pp. 1-30

Chavis Ketkaew, Martine Van Wouwe, Ann Jorissen, Danny Cassimon, Preecha Vichitthamaros and Sasichakorn Wongsaichia

Estimation of Maximum Potential Losses for Digital Banking Transaction Risks Using the Extreme Value-at-Risks Method pp. 1-18

Moch Panji Agung Saputra, Sukono and Diah Chaerani

Market and Accounting Measures of Risk: The Case of the Frankfurt Stock Exchange pp. 1-17

Anna Rutkowska-Ziarko

mSHAP: SHAP Values for Two-Part Models pp. 1-23

Spencer Matthews and Brian Hartman

Risk Information in Non-Financial Disclosure pp. 1-24

Justyna Fijałkowska and Dominika Hadro